Bob,
#1 - Some adapters work, others don't. It seems to vary with your brand of computer. There is a model of Keyspan adapter that most people find works. Do a search of the forum.
#2 - No, works better than Win 98.
#3 - You know that the 5200 screen has a larger programmable area don't you? Your 940 ccf pages will be centered in the display on the 5200, with blank (white areas) above and below. Additionally, there are multiple jumps available in an action list as well as jump back and forward.
#4 - Don't know for sure, but I believe the answer is yes. Do a search in the forum, I know some people on the continent have been doing this.
Jim L